When retrieving recursively, one does not wish to retrieve loads of unnecessary data. Most of the time the users bear in mind exactly what they want to download, and want Wget to follow only specific links.
For example, if you wish to download the music archive from fly.srk.fer.hr, you will not want to download all the home pages that happen to be referenced by an obscure part of the archive.
Wget possesses several mechanisms that allows you to fine-tune which links it will follow.